+1,110.9%
BBWI vs RVTY
+2,959.8%
-1,848.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -7.7% | -0.7% | -7.0% | -7.5% |
| 30D | +24.8% | +1.7% | +23.0% | +23.6% |
| 3M | +16.2% | +36.8% | -20.6% | +3.6% |
| 6M | +15.8% | +60.1% | -44.3% | -2.4% |
| YTD | +11.4% | +64.0% | -52.5% | -7.0% |
| 1Y | +3.2% | +68.2% | -65.0% | -15.0% |
| 3Y | -23.5% | +88.8% | -112.3% | -39.5% |
| 5Y | -67.4% | -10.5% | -56.9% | -67.9% |
| 10Y | -46.0% | +219.7% | -265.7% | -63.0% |
| All | +1,110.9% | +2,959.8% | -1,848.9% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling